+36.6%
ECL vs GPC
+4.8%
+31.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.5% | -1.3% | +0.8% | 0.0% |
| 30D | +6.6% | -6.0% | +12.6% | +8.7% |
| 3M | +9.6% | -7.6% | +17.2% | +12.4% |
| 6M | +21.6% | +24.2% | -2.6% | +12.4% |
| YTD | +16.9% | +2.7% | +14.2% | +13.4% |
| 1Y | +17.9% | +0.2% | +17.7% | +15.3% |
| 3Y | +76.5% | -0.8% | +77.2% | +64.5% |
| 5Y | +36.6% | +4.4% | +32.2% | +15.4% |
| All | +36.6% | +4.8% | +31.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling